搜索结果: 1-2 共查到“数学 First-passage time”相关记录2条 . 查询时间(0.109 秒)
Asymptotic behaviour of first passage time distributions for Levy processes
Levy processes first passage time distribution local limit theorems fluctuation theory
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2011/9/19
Abstract: Let $X$ be a real valued L\'evy process that is in the domain of attraction of a stable law without centering with norming function $c.$ As an analogue of the random walk results in \cite{vw...
Scaling properties of first-passage time probabilities in financial markets
financial markets first-passage time probability Statistical Finance
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2011/9/29
Abstract: Financial markets provide an ideal frame for the study of first-passage time events of non-Gaussian correlated dynamics mainly because large data sets are available. Tick-by-tick data of six...